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The projection method for computing multidimensional absolutely continuous invariant measures (1994)

Ding, Jiu ; Zhou, Aihui

Springer

Journal of statistical physics 77 (1994), S. 899-908

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ISSN: 1572-9613

Keywords: Frobenius-Perron operators ; invariant measures

Source: Springer Online Journal Archives 1860-2000

Topics: Physics

Notes: Abstract We present an algorithm for numerically computing an absolutely continuous invariant measure associated with a piecewiseC 2 expanding mappingS:Ω→Ω on a bounded region Ω⊂R N. The method is based on the Galerkin projection principle for solving an operator equation in a Banach space. With the help of the modern notion of functions of bounded variation in multidimension, we prove the convergence of the algorithm.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF02179467

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